Daniel Rösch

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a work on asset pricing models. His main research areas include modeling and estimation of credit risk, internal models for credit scoring and portfolio credit risk, and development and implementation of supervisory guidelines. He also works as a consultant in these fields for leading financial institutions. Rösch has published numerous articles on these(More)
Financial institutions are faced with the challenge to forecast future credit portfolio losses. It is common practice to focus on portfolio models consisting of a limited set of parameters, such as the probability of default, asset correlation, loss given default or exposure at default. A simple portfolio model is also used in the Basel II framework for(More)
Many molecules exhibit multiple rotational isomers (conformers) that interconvert thermally and are difficult to isolate. Consequently, a precise characterization of their role in chemical reactions has proven challenging. We have probed the reactivity of specific conformers by using an experimental technique based on their spatial separation in a molecular(More)